Access Statistics for Zhipeng Liao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 0 35 2 4 4 113
Asymptotic efficiency of semiparametric two-step GMM 0 0 0 44 0 2 2 82
Automated Estimation of Vector Error Correction Models 0 1 1 292 1 3 4 257
Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments 0 0 0 72 1 3 4 167
Select the Valid and Relevant Moments: An Information-Based LASSO for GMM with Many Moments, Second Version 0 0 1 7 2 2 5 67
Series Estimation of Stochastic Processes: Recent Developments and Econometric Applications 0 0 0 111 1 2 2 187
Shrinkage Estimation of High-Dimensional Factor Models with Structural Instabilities 0 0 0 45 2 3 6 117
Shrinkage estimation of high-dimensional factor models with structural instabilities 0 0 1 28 0 2 5 110
Sieve Inference on Semi-nonparametric Time Series Models 0 0 0 39 1 2 5 122
Sieve Semiparametric Two-Step GMM under Weak Dependence 0 0 1 15 4 6 8 65
Sieve inference on semi-nonparametric time series models 0 0 0 13 2 4 4 58
Uniform Asymptotic Risk of Averaging GMM Estimator Robust to Misspecification, Second Version 0 0 0 12 1 1 1 56
Total Working Papers 0 1 4 713 17 34 50 1,401


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION 0 0 0 19 0 1 4 83
AUTOMATED ESTIMATION OF VECTOR ERROR CORRECTION MODELS 0 0 0 21 1 1 2 97
Asymptotic Efficiency of Semiparametric Two-step GMM 0 0 1 12 3 3 10 129
Select the valid and relevant moments: An information-based LASSO for GMM with many moments 0 0 0 57 5 5 7 226
Sieve M inference on irregular parameters 0 0 0 14 2 4 5 118
Sieve inference on possibly misspecified semi-nonparametric time series models 0 0 0 36 2 3 5 160
Sieve semiparametric two-step GMM under weak dependence 0 0 1 22 2 3 9 133
Uniform nonparametric inference for spatially dependent panel data: The xtnpsreg command 0 0 0 3 1 1 1 10
Total Journal Articles 0 0 2 184 16 21 43 956


Statistics updated 2025-12-06